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type_genre:"Collection of articles of several authors"
~person:"Pliska, Stanley R."
~person:"Schachermayer, Walter"
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Transaktionskosten"
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Portfolio selection
Transaction costs
14
Transaktionskosten
14
Theorie
10
Theory
10
Portfolio-Management
9
Opportunity cost
3
Opportunitätskosten
3
Option pricing theory
3
Optionspreistheorie
3
CAPM
2
Martingal
2
Martingale
2
Proportional transaction costs
2
Steuerwirkung
2
Tax effects
2
convex duality
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utility maximization
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Duality theory of mathematical finance
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Handelsvolumen der Börse
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Liquidity
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Collection of articles of several authors
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Graue Literatur
Aufsatz in Zeitschrift
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English
9
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Pliska, Stanley R.
Schachermayer, Walter
Muhle-Karbe, Johannes
16
Soner, Halil Mete
8
Atkinson, Colin
7
Kallsen, Jan
6
Schenk-Hoppé, Klaus Reiner
6
Yu, Jing-Rung
6
Chiou, Wan-jiun Paul
5
Dai, Min
5
Evstigneev, Igor V.
5
Garleanu, Nicolae
5
Guasoni, Paolo
5
Kabanov, Jurij M.
5
Liu, Hong
5
Lynch, Anthony W.
5
Lépinette, Emmanuel
5
Pedersen, Lasse Heje
5
Sass, Jörn
5
Uppal, Raman
5
Abel, Andrew B.
4
Alvarez, Fernando
4
Avanzi, Benjamin
4
Bielecki, Tomasz R.
4
Buss, Adrian
4
DeMiguel, Victor
4
Eberly, Janice C.
4
Guiso, Luigi
4
Lippi, Francesco
4
Lo, Andrew W.
4
Loewenstein, Mark A.
4
Nogales, Francisco J.
4
Panageas, Stauros
4
Sulem, Agnès
4
Tan, Sinan
4
Vilkov, Grigory
4
Wong, Bernard
4
Zhang, Wei-guo
4
Babaei, E.
3
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Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
1
The journal of computational finance
1
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ECONIS (ZBW)
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1
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
2
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
3
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
4
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
5
A note on the effects of taxes on optimal investment
Buescu, Cristin
;
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
Saved in:
6
Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R.
;
Chancelier, Jean-Philippe
;
Pliska, …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10002390572
Saved in:
7
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
Saved in:
8
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
9
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
Saved in:
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